If the data file is not password protected then perhaps you can try extracting that using this tool
here.
Most of the time there will be some kinda password on the archive, If you are not having any luck, try contacting the site from were you got the package, may be commenting there might indeed help you get the right setup.exe file to extract it.
And it seems like the archive is broken. if in that case you might have to download the whole game again, well make sure what the problem could be, wither the setup.exe file or the bin file.